World background a finite distance from the origin?
Overview:

You can use your HDRi map as a Emission color on the Sphere (big one, mine is above 100m in diameter). Set Image Texture projection to Sphere as well.



Differences:

Using this method you will get more noise as for any mesh light in Blender. Everything else like reflection, shadows etc. should be the same.

Environment map (HDRi):



HDRi mapped to the Sphere: